How can fluctuations in one-dimensional time series data be characterized and how can detected effects be decomposed into their dynamical origins or causes? In the context of these questions, a variety of problems are discussed and solutions are introduced.
The first issue concerns the causes of anomalous diffusion. A previously proposed framework decomposes the Hurst exponent into the Joseph, Noah, and Moses effects. They represent violations of the three premises of the central limit theorem. Here the framework is applied to an intermittent deterministic system, which exhibits a rich combination of all three effects. Nevertheless, the results provide an intuitive interpretation of the dynamics. In addition, the framework is theoretically discussed and connected to a calculation that proves its validity for a large class of systems.
Once the type of anomalous statistical behavior is classified, one might ask what the dynamical origin of the effects is. Especially the property of long range temporal correlations (the Joseph effect) is discussed in detail. In measurements, they might arise from different dynamical origins or can be explained as an emerging phenomenon. A collection of different routes to the observed behavior is established here.
A popular tool for detecting long range correlations is detrended fluctuation analysis. Its advantages over traditional methods are stability and smoothness for timescales up to one fourth of the measurement time and the ability to neglect the slow dynamics and trends.
Recently, a theory for an analytical understanding of this method was introduced. In this thesis, the method is further analyzed and developed. An approach is presented that enables scientists to use this method for short range correlated data, even if the dynamics is very complex. Fluctuations can be decomposed into a superposition of linear models that explain its features.
Therefore, on the one hand, this thesis is about understanding the effects of anomalous diffusion. On the other hand, it is about widening the applicability of one of its detection methods such that it becomes useful for understanding normal or complex statistical behavior.
A good example of a complex system, where the proposed stochastic methods are useful, is the atmosphere. Here it is shown how detrended fluctuation analysis can be used to uncover oscillatory modes and determine their periods. One of them is the El Ni\~no southern oscillation. A less well known and more challenging application is a 7--8 year mode in European temperature fluctuations. A power grid is a very different type of complex system. However, using the new method, it is possible to generate a data model that incorporates the important features of the grid frequency.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:71576 |
| Date | 24 July 2020 |
| Creators | Meyer, Philipp |
| Contributors | Kantz, Holger, Bassler, Kevin E., Timme, Marc, Technische Universität Dresden |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | info:eu-repo/semantics/publishedVersion, doc-type:doctoralThesis, info:eu-repo/semantics/doctoralThesis, doc-type:Text |
| Rights | info:eu-repo/semantics/openAccess |
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